+32.3%
ADM vs VIK
+239.9%
-207.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.7% | +3.2% | -2.4% | +0.6% |
| 30D | -14.7% | +8.2% | -22.9% | -15.0% |
| 3M | -10.4% | -14.7% | +4.3% | -9.8% |
| 6M | -10.9% | +10.3% | -21.2% | -11.8% |
| YTD | +26.0% | +24.5% | +1.5% | +22.7% |
| 1Y | +26.5% | +45.7% | -19.2% | +21.1% |
| All | +32.3% | +239.9% | -207.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling